+50,186.6%
QCOM vs PCG
+28.1%
+50,158.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +3.3% | -13.9% | +17.2% | +4.7% |
| 30D | +7.7% | -16.9% | +24.6% | +9.5% |
| 3M | -30.1% | -14.7% | -15.3% | -29.2% |
| 6M | +22.8% | -23.8% | +46.7% | +25.9% |
| YTD | +0.2% | -10.5% | +10.7% | +0.6% |
| 1Y | +7.9% | -5.1% | +13.0% | +7.4% |
| 3Y | +55.8% | -11.6% | +67.4% | +55.5% |
| 5Y | +30.1% | +59.0% | -28.9% | +20.8% |
| 10Y | +248.9% | -75.7% | +324.6% | +264.0% |
| All | +50,186.6% | +28.1% | +50,158.6% | +29,947.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling